I believe that "scheme" is called being a perpetual traveller. Might work, but once you return to your homeland, you'll have a hard time proving where the money came from and you may very well be taxed on it, given you can't prove taxes have been paid.
The best bet is to move to the UK, become a non-resident, and keep all your earnings abroad. Then you're only taxed of whatever you bring in to the UK. However, that is not as simple as it sounds but, it is doable and legit.
But as everyone else said, the safest is to just move to some remote offshore island and live there. If you're rich enough, move to Monaco - then you're still close to home.
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